Prescriptive selection of machine learning hyperparameters with applications in power markets: retailer's optimal trading
From MaRDI portal
Publication:2106752
DOI10.1016/J.EJOR.2022.11.011OpenAlexW4309027740MaRDI QIDQ2106752FDOQ2106752
Authors: Yanyan Li
Publication date: 19 December 2022
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2022.11.011
Recommendations
- Integrating multi-stage stochastic programming and machine learning for the evaluation of policies in the electricity portfolio problem
- Stochastic optimization of trading strategies in sequential electricity markets
- Dynamic Pricing and Learning in Electricity Markets
- scientific article; zbMATH DE number 1706395
- A machine learning approach to adaptive robust utility maximization and hedging
- An Adaptive Learning Game Model for Interacting Electric Power Markets
Cites Work
- An Introduction to Statistical Learning
- Title not available (Why is that?)
- Distance metric learning for large margin nearest neighbor classification
- Title not available (Why is that?)
- Least squares quantization in PCM
- Nearest neighbor pattern classification
- Consistent nonparametric regression. Discussion
- The central role of the propensity score in observational studies for causal effects
- Title not available (Why is that?)
- Modeling and forecasting electricity spot prices: a functional data perspective
- Title not available (Why is that?)
- Introduction to stochastic programming.
- Title not available (Why is that?)
- Convex Approximations of Chance Constrained Programs
- Decision making under uncertainty in electricity markets
- On complexity of stochastic programming problems
- Machine Learning with Operational Costs
- Optimal classification trees
- A data-driven newsvendor problem: from data to decision
- The Big Data Newsvendor: Practical Insights from Machine Learning
- A survey of decision making and optimization under uncertainty
Uses Software
This page was built for publication: Prescriptive selection of machine learning hyperparameters with applications in power markets: retailer's optimal trading
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2106752)